ANSA said the famous family is expected to stay in the city for three months. Jolie is due to start filming the final scenes for her spy thriller "The Tourist" in mid-March, the news agency said.
Johnny Depp co-stars in the movie, which is being directed by Oscar winner Florian Henckel von Donnersmarck.
Jolie and Pitt have moved their family several times so they can stay together when one of them is working.
The clan previously stayed in New Orleans, La., while Pitt made "The Curious Case of Benjamin Button," in France when he shot "Inglourious Basterds" and in Long Island, N.Y., when Jolie filmed "Salt."
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